DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) (Q3200426)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) |
scientific article |
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DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) (English)
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1991
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higher-order cumulants
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Yule-Walker difference equations
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difference equations
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higher-order moments
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time series
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bilinear model
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autoregressive moving-average model
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preliminary estimates
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simulations
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